1Mantegna R, Stanley H E. Scaling behavior in the dynamics of an economic index[J]. Nature, 1995, 376: 46-51. 被引量：1
2Bonanno G, Lillo F, Mantegna R N. Levels of complexity in financial markets[J]. Physica A, 2001, 299: 16-27. 被引量：1
3Mandelbrot B B. A multifractal walk down Wall Street[J]. Seientific American, 1999, 298: 70-73. 被引量：1
4Plerou V, Gopikrishnan P, Amaral L A N, et al. Scaling of the distribution of price fluctuations of individual companies[J].Phys. Rev. E. 1999, 60: 6519-6529. 被引量：1
5Gopikrishnan P, Plerpu V, Amaral L A N, et al. Scaling of the distributions of fluctuations of financial market indices[J]. Phys.Rev. E. 1999, 60: 5305-5316. 被引量：1
6Schmitt F, Schertzer D, Lovejoy S. Multifractal fluctuations in finance[J]. Ira. J. Theor. Appl. Fin., 2000, 3(3): 361-364. 被引量：1
7Bacry E, Delour J, Muzy F. Modeling financial time series using multifractal random walks[J]. Physica A, 2001, 299: 84-92. 被引量：1
8Sun Xia, Chen Huiping, Wu Ziqin, et al. Multifractal analysis of Hang Seng index in Hong Kong stock market[J]. Physica A,2001, 291: 553-562. 被引量：1
9Sun Xia, Chen Huiping, Yuan Yongzhuang, et al. Predictability of multifractal analysis of Hang Seng stock index in Hong Kong[J]. Physica A, 2001, 301: 473-482. 被引量：1
10Thomas Lux. the Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation, University of Kiel[R]. Working Paper, available at www. bwl. uni-kiel. de, 2001. 被引量：1
